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CITATION

Guthner, Mark. Quantitative Analytics in Debt Valuation & Management. US: McGraw-Hill, 2012.

Quantitative Analytics in Debt Valuation & Management

Authors: Mark Guthner

Published:  April 2012

eISBN: 9780071790628 0071790624 | ISBN: 9780071790611
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  • Contents
  • Introduction
  • Chapter 1 Traditional Techniques in Credit Analysis
  • Chapter 2 Loan Valuation Framework
  • Chapter 3 Model Application and Capital Framework
  • Chapter 4 Pricing Individual Loans
  • Chapter 5 Market-Implied Probability of Default
  • Chapter 6 Integrating Equity Prices into Debt Valuation
  • Chapter 7 Hedging Debt with Equity
  • Chapter 8 Real-Time Simulation—A Case Study
  • Chapter 9 Managing Levered Debt Portfolios
  • Chapter 10 Conclusions and Final Thoughts
  • Notes
  • References
  • Index